A note on the usefulness of superkernels in density estimation
From MaRDI portal
Publication:1208658
DOI10.1214/aos/1176348901zbMath0765.62038OpenAlexW2057443396MaRDI QIDQ1208658
Publication date: 16 May 1993
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176348901
rate of convergenceconsistencykernel estimatesmoothing methodsexpected L1-errorAkaike-Parzen-Rosenblatt density estimateanalytic densitiesclass of superkernelsexact asymptotic expressions
Related Items
Confidence Intervals for Nonparametric Empirical Bayes Analysis, A note on kernel density estimation at a parametric rate†, A universally acceptable smoothing factor for kernel density estimates, Kernel regression estimators for signal recovery, On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables, Estimation of a quadratic regression functional using the sinc kernel, Nonparametric regression with infinite order flat-top kernels, Universal smoothing factor selection in density estimation: theory and practice. (With discussion), Adaptive Bayesian density estimation in \(L^p\)-metrics with Pitman-Yor or normalized inverse-Gaussian process kernel mixtures, CDF and survival function estimation with infinite-order kernels, Adaptive Bayesian density estimation with location-scale mixtures, Reduced bias nonparametric lifetime density and hazard estimation, Risk bounds for kernel density estimators, Nonparametric estimation of a class of smooth functions, Fast multivariate empirical cumulative distribution function with connection to kernel density estimation, Bootstrap confidence intervals in nonparametric regression with built-in bias correction, Rootnconsistent density estimators for sums of independent random variables, A note on superkernel density estimators, Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes, Plug-in L2-upper error bounds in deconvolution, for a mixing density estimate in Rd and for its derivatives, via the L1-error for the mixture, Root \(n\) estimates of vectors of integrated density partial derivative functionals, Adaptive bandwidth choice, Multivariate density estimation with general flat-top kernels of infinite order, Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators, AVERAGE DERIVATIVE ESTIMATION UNDER MEASUREMENT ERROR, On density estimation with superkernels